Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-03-16 0.310594 0.339401 0.370655 0.407253 0.449147 0.495865 0.552265
2025-03-23 0.276330 0.313573 0.356236 0.409238 0.474047 0.551687 0.653258
2025-03-30 0.250843 0.292897 0.343124 0.408514 0.492899 0.600327 0.751218
2025-04-06 0.229839 0.274613 0.329937 0.404835 0.506063 0.642050 0.845938
2025-04-13 0.207949 0.252829 0.309747 0.389189 0.500594 0.656993 0.904819
2025-04-20 0.196158 0.242693 0.303280 0.390536 0.517722 0.704923 1.020311
2025-04-27 0.185662 0.233235 0.296625 0.390513 0.532283 0.750385 1.140255
2025-05-04 0.176330 0.224525 0.290082 0.389680 0.545046 0.794247 1.266147
2025-05-11 0.169058 0.218038 0.285988 0.391786 0.562190 0.847218 1.420220
2025-05-18 0.158607 0.206391 0.273602 0.380086 0.555588 0.858300 1.494907
2025-05-25 0.148508 0.194661 0.260315 0.365839 0.543135 0.857018 1.543433
2025-06-01 0.143313 0.189673 0.256623 0.366334 0.555551 0.902840 1.705618
2025-06-08 0.140747 0.188517 0.258807 0.376835 0.587328 0.992317 2.001438
2025-06-15 0.136959 0.185302 0.257579 0.381513 0.609103 1.065846 2.286136
2025-06-22 0.132674 0.181087 0.254483 0.382689 0.624383 1.128521 2.567603
2025-06-29 0.127992 0.176014 0.249692 0.380475 0.632777 1.177548 2.830887
2025-07-06 0.121272 0.167490 0.238890 0.366810 0.616927 1.168140 2.904432
2025-07-13 0.118134 0.164393 0.236728 0.368479 0.632381 1.236047 3.274835
2025-07-20 0.114931 0.161037 0.233931 0.368729 0.644863 1.299201 3.665763
2025-07-27 0.111779 0.157613 0.230822 0.368131 0.655425 1.359681 4.086431
2025-08-03 0.109302 0.155155 0.229196 0.370182 0.672017 1.440120 4.655811
2025-08-10 0.104736 0.149142 0.221213 0.359440 0.658630 1.433949 4.809274
2025-08-17 0.100002 0.142706 0.212255 0.346301 0.638629 1.405721 4.838252